While McIlroy rolled in seven birdies in a six-under 66, Penge — the young pretender trying to overhaul the established superstar in the European tour's Race to Dubai standings — struggled to a 74 in the first round on Thursday.
Penge's birdie at the final hole meant he avoided being tied for last in the 52-player field in the final event of Europe's 2025 season, with the Englishman seeing close up just what it will take to get to McIlroy's level.
US golfer Michael Kim shot a bogey-free 64 to lead by one stroke from Tommy Fleetwood, whose strong end-of-season form — after winning for the first time on the PGA Tour and then starring in Europe's Ryder Cup win at Bethpage — continued on the Earth Course with seven birdies and no bogeys in his 65.
McIlroy was tied for third with Andy Sullivan and Thriston Lawrence and looks set to be crowned Europe's No.1 for a fourth straight year and the seventh time in his career.
That would leave him one off Colin Montgomerie's record haul of eight Order of Merit titles.
Penge is second in the Race to Dubai standings, 767 points behind McIlroy. To reel in McIlroy, Penge — a three-time winner on the tour this year — needs to win and hope McIlroy finishes worse than second alone, or finish in a tie for second and for the Northern Irishman to be down the leaderboard.
None of those scenarios appears likely, with McIlroy displaying all the weapons — namely the big drives, brilliant iron game and improved putting — that helped him to complete the career grand slam this year by winning the Masters.
"I felt it was one of the best approach-play rounds I've had in a long time," McIlroy said.
He rolled in two six-footers and then a putt from 18ft for birdies at his first three holes and stayed strong as Penge, who had to deal with a bout of sickness early in the week to hinder his preparations, began to falter.
He made five bogeys in a 10-hole run from the fifth, the last coming at the par-five 14th after duffing a chip from the middle of the fairway.
His final-hole birdie still left Penge eight shots behind McIlroy.
Tyrrell Hatton, who is third in the Race to Dubai standings, needs to win to stand any chance of an unlikely title while also needing McIlroy to finish worse than a tie for eighth with one other player. Hatton opened with a 70 and was six shots off the pace.
Elvis Smylie, the lone Australian in the field who lies in 20th place in the Race to Dubai, had a poor start, shooting a two-over 74 to lie in joint-46th spot. Two birdies in the last three holes ensured he wasn't propping up the 52-man field in last place.
